diff options
Diffstat (limited to 'packages/contracts/src/2.0.0/protocol')
3 files changed, 91 insertions, 23 deletions
diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol index be163ec97..64b1f7665 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol @@ -404,16 +404,6 @@ contract MixinExchangeCore is safeMul(order.makerAssetAmount, takerAssetFilledAmount), "INVALID_FILL_PRICE" ); - - // Validate fill order rounding - require( - !isRoundingErrorFloor( - takerAssetFilledAmount, - order.takerAssetAmount, - order.makerAssetAmount - ), - "ROUNDING_ERROR" - ); } /// @dev Validates context for cancelOrder. Succeeds or throws. @@ -463,17 +453,17 @@ contract MixinExchangeCore is { // Compute proportional transfer amounts fillResults.takerAssetFilledAmount = takerAssetFilledAmount; - fillResults.makerAssetFilledAmount = getPartialAmountFloor( + fillResults.makerAssetFilledAmount = safeGetPartialAmountFloor( takerAssetFilledAmount, order.takerAssetAmount, order.makerAssetAmount ); - fillResults.makerFeePaid = getPartialAmountFloor( + fillResults.makerFeePaid = safeGetPartialAmountFloor( takerAssetFilledAmount, order.takerAssetAmount, order.makerFee ); - fillResults.takerFeePaid = getPartialAmountFloor( + fillResults.takerFeePaid = safeGetPartialAmountFloor( takerAssetFilledAmount, order.takerAssetAmount, order.takerFee diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol index 075a610b5..b4f6bdb26 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol @@ -177,13 +177,13 @@ contract MixinMatchOrders is { // Derive maker asset amounts for left & right orders, given store taker assert amounts uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount); - uint256 leftMakerAssetAmountRemaining = getPartialAmountFloor( + uint256 leftMakerAssetAmountRemaining = safeGetPartialAmountFloor( leftOrder.makerAssetAmount, leftOrder.takerAssetAmount, leftTakerAssetAmountRemaining ); uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount); - uint256 rightMakerAssetAmountRemaining = getPartialAmountFloor( + uint256 rightMakerAssetAmountRemaining = safeGetPartialAmountFloor( rightOrder.makerAssetAmount, rightOrder.takerAssetAmount, rightTakerAssetAmountRemaining @@ -205,7 +205,7 @@ contract MixinMatchOrders is matchedFillResults.left.takerAssetFilledAmount = matchedFillResults.right.makerAssetFilledAmount; // Round down to ensure the maker's exchange rate does not exceed the price specified by the order. // We favor the maker when the exchange rate must be rounded. - matchedFillResults.left.makerAssetFilledAmount = getPartialAmountFloor( + matchedFillResults.left.makerAssetFilledAmount = safeGetPartialAmountFloor( leftOrder.makerAssetAmount, leftOrder.takerAssetAmount, matchedFillResults.left.takerAssetFilledAmount @@ -217,7 +217,7 @@ contract MixinMatchOrders is matchedFillResults.right.makerAssetFilledAmount = matchedFillResults.left.takerAssetFilledAmount; // Round up to ensure the maker's exchange rate does not exceed the price specified by the order. // We favor the maker when the exchange rate must be rounded. - matchedFillResults.right.takerAssetFilledAmount = getPartialAmountCeil( + matchedFillResults.right.takerAssetFilledAmount = safeGetPartialAmountCeil( rightOrder.takerAssetAmount, rightOrder.makerAssetAmount, matchedFillResults.right.makerAssetFilledAmount @@ -231,24 +231,24 @@ contract MixinMatchOrders is ); // Compute fees for left order - matchedFillResults.left.makerFeePaid = getPartialAmountFloor( + matchedFillResults.left.makerFeePaid = safeGetPartialAmountFloor( matchedFillResults.left.makerAssetFilledAmount, leftOrder.makerAssetAmount, leftOrder.makerFee ); - matchedFillResults.left.takerFeePaid = getPartialAmountFloor( + matchedFillResults.left.takerFeePaid = safeGetPartialAmountFloor( matchedFillResults.left.takerAssetFilledAmount, leftOrder.takerAssetAmount, leftOrder.takerFee ); // Compute fees for right order - matchedFillResults.right.makerFeePaid = getPartialAmountFloor( + matchedFillResults.right.makerFeePaid = safeGetPartialAmountFloor( matchedFillResults.right.makerAssetFilledAmount, rightOrder.makerAssetAmount, rightOrder.makerFee ); - matchedFillResults.right.takerFeePaid = getPartialAmountFloor( + matchedFillResults.right.takerFeePaid = safeGetPartialAmountFloor( matchedFillResults.right.takerAssetFilledAmount, rightOrder.takerAssetAmount, rightOrder.takerFee diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol index 0e0fba5d2..57fd53f29 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol @@ -26,11 +26,48 @@ contract LibMath is { /// @dev Calculates partial value given a numerator and denominator rounded down. + /// Reverts if rounding error is >= 0.1% /// @param numerator Numerator. /// @param denominator Denominator. /// @param target Value to calculate partial of. /// @return Partial value of target rounded down. - function getPartialAmountFloor( + function safeGetPartialAmountFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + internal + pure + returns (uint256 partialAmount) + { + require( + denominator > 0, + "DIVISION_BY_ZERO" + ); + + require( + !isRoundingErrorFloor( + numerator, + denominator, + target + ), + "ROUNDING_ERROR" + ); + + partialAmount = safeDiv( + safeMul(numerator, target), + denominator + ); + return partialAmount; + } + + /// @dev Calculates partial value given a numerator and denominator rounded down. + /// Reverts if rounding error is >= 0.1% + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target rounded up. + function safeGetPartialAmountCeil( uint256 numerator, uint256 denominator, uint256 target @@ -43,7 +80,48 @@ contract LibMath is denominator > 0, "DIVISION_BY_ZERO" ); + + require( + !isRoundingErrorCeil( + numerator, + denominator, + target + ), + "ROUNDING_ERROR" + ); + // safeDiv computes `floor(a / b)`. We use the identity (a, b integer): + // ceil(a / b) = floor((a + b - 1) / b) + // To implement `ceil(a / b)` using safeDiv. + partialAmount = safeDiv( + safeAdd( + safeMul(numerator, target), + safeSub(denominator, 1) + ), + denominator + ); + return partialAmount; + } + + /// @dev Calculates partial value given a numerator and denominator rounded down. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target rounded down. + function getPartialAmountFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + internal + pure + returns (uint256 partialAmount) + { + require( + denominator > 0, + "DIVISION_BY_ZERO" + ); + partialAmount = safeDiv( safeMul(numerator, target), denominator @@ -69,7 +147,7 @@ contract LibMath is denominator > 0, "DIVISION_BY_ZERO" ); - + // safeDiv computes `floor(a / b)`. We use the identity (a, b integer): // ceil(a / b) = floor((a + b - 1) / b) // To implement `ceil(a / b)` using safeDiv. |